Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178): Difference between revisions

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Property / author: Shu-Lin Zhang / rank
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Property / author: Shu-Lin Zhang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.csda.2012.05.013 / rank
 
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Latest revision as of 00:40, 6 July 2024

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Information ratio test for model misspecification on parametric structures in stochastic diffusion models
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    Information ratio test for model misspecification on parametric structures in stochastic diffusion models (English)
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    30 December 2012
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    Bartlett identity
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    drift
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    Godambe information
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    information unbiasedness
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    martingale estimating functions
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    volatility
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